+388.7%
IBN vs SPY
+311.8%
+76.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -1.5% |
| 7D | +11.1% | -0.9% | +12.0% | +11.6% |
| 30D | +23.9% | -2.4% | +26.2% | +25.8% |
| 3M | +16.3% | -1.2% | +17.5% | +16.9% |
| 6M | +34.2% | +3.3% | +30.9% | +29.9% |
| YTD | +17.6% | +12.3% | +5.3% | +6.3% |
| 1Y | +13.8% | +12.4% | +1.4% | +2.7% |
| 3Y | +57.0% | +78.8% | -21.8% | -7.8% |
| 5Y | +75.3% | +75.2% | +0.2% | +4.3% |
| 10Y | +388.7% | +311.1% | +77.6% | +25.7% |
| All | +388.7% | +311.8% | +76.9% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling